A gradient boosting decision tree approach for insider trading identification: An empirical model evaluation of China stock market

Insider trading is a kind of criminal behavior in stock market by using nonpublic information. In recent years, it has become the major illegal activity in China’s stock market. In this study, a combination approach of GBDT (Gradient Boosting Decision Tree) and DE (Differential Evolution) is proposed to identify insider trading activities by using data of relevant indicators. First, insider trading samples occurred from year 2007 to 2017 and corresponding non-insider trading samples are collected. Next, the proposed method is trained by the GBDT, and initial parameters of the GBDT are optimized by the DE. Finally, out-of-samples are classified by the trained GBDT–DE model and its performances are evaluated. The experiment results show that our proposed method performed the best for insider trading identification under time window length of ninety days, indicating the relevant indicators under 90-days time window length are relatively more useful. Additionally, under all three time window lengths, relative importance result shows that several indicators are consistently crucial for insider trading identification. Furthermore, the proposed approach significantly outperforms other benchmark methods, demonstrating that it could be applied as an intelligent system to improve identification accuracy and efficiency for insider trading regulation in China stock market.     

PSO优化多核RVM的模拟电路故障预测

针对模拟电路健康管理的特点，提出了一种基于PSO优化多核RVM的模拟电路故障预测方法。利用参数分析得到电路的输出频域响应作为特征，计算其与电路无故障标准响应的欧氏距离来表征电路元件健康值，将多个核函数线性组合，并用PSO优化多核RVM参数后的模型实现对各个时间点元件的健康值变化轨迹进行预测。仿真结果表明，该方法在小样本情况下，预测效果优于单一核函数的RVM模型，适用于健康管理中实时预测，具有较好的实用性。     

应用膨胀算法提取目标的直接定位算法

为了解决被动雷达系统中的多发射源定位问题，提出了一种基于多重信号分类(MUSIC)算法和图像膨胀(IE)算法的直接定位方法。该方法结合了谱分析中的MUSIC思想，通过对接收量测协方差矩阵进行特征分析求解目标的位置。首先，在目标个数未知的前提下，利用Akaike信息准则(AIC)来确定模型阶数；然后，推导了基于MUSIC的定位代价函数；之后，利用图像膨胀算法处理得到的代价函数平面；最后，膨胀处理后的输出为目标个数及目标位置的估计值。提出的算法有效地解决了目标检测及提取的问题，能够确定多个目标的位置坐标，为后续的定位性能分析提供可能性，也保证了算法的完整性。进一步地分析了多个临近目标情况下影响目标提取性能的主要因素。     

Sleep Disorders Reduce Health-Related Quality of Life in Multiple Sclerosis (Nottingham Health Profile Data in Patients with Multiple Sclerosis)

Quality of Life (QoL) is decreased in multiple sclerosis (MS), but studies about the impact of sleep disorders (SD) on health-related quality of Life (HRQoL) are lacking. From our original cohort, a cross-sectional polysomnographic (PSG) study in consecutive MS patients, we retrospectively analysed the previously unpublished data of the Nottingham Health Profile (NHP). Those MS patients suffering from sleep disorders (n = 49) showed significantly lower HRQoL compared to MS patients without sleep disorders (n = 17). Subsequently, we classified the patients into four subgroups: insomnia (n = 17), restless-legs syndrome, periodic limb movement disorder and SD due to leg pain (n = 24), obstructive sleep apnea (n = 8) and patients without sleep disorder (n = 17). OSA and insomnia patients showed significantly higher NHP values and decreased HRQoL not only for the sleep subscale but also for the “energy” and “emotional” area of the NHP. In addition, OSA patients also showed increased NHP values in the “physical abilities” area. Interestingly, we did not find a correlation between the objective PSG parameters and the subjective sleep items of the NHP. However, this study demonstrates that sleep disorders can reduce HRQoL in MS patients and should be considered as an important confounder in all studies investigating HRQoL in MS.     

Prediction of rock mass P wave velocity using blasthole drilling information

In this paper, the development of the models for the prediction of rock mass P wave velocity is presented. For model development, the database of 53 cases including widely used and recorded drilling parameters and P wave velocity was constructed from the field studies conducted in 13 open pit lignite mines. Both conventional linear, non-linear multiple regression and Adaptive Neuro Fuzzy Inference System (ANFIS) were used for model development. Prediction performance indicators showed that ANFIS model presented the best performance and it can successfully be used for the preliminary prediction of P wave velocities of rock masses.     

海上稠油油田蒸汽吞吐产量确定新方法

针对目前蒸汽吞吐产量预测模型假设条件简单、普适性差等问题,一般采用测试法和类比法综合确定海上稠油油田蒸汽吞吐初期产量。由于目前海上油田通常只开展常规测试,无法直接获得热采开发初期产量。笔者提出海上稠油油田蒸汽吞吐初期产量确定新方法,建立蒸汽吞吐相对于常规开发的初期产量倍数预测模型,通过蒸汽吞吐产量倍数,将常规测试确定的产量转化为蒸汽吞吐产量。研究表明,蒸汽吞吐初期产量倍数主要受储集层渗透率、原油黏度、注入强度、蒸汽干度等因素影响,利用正交试验设计和多元回归等方法,建立海上稠油油田蒸汽吞吐初期产量倍数与油藏地质参数及注入参数之间的非线性预测模型,该模型经实际生产数据验证,预测误差小于5%,可靠性高,能够为海上稠油油田蒸汽吞吐初期产量的确定提供依据。     

测井二次解释模型在储量套改中的应用

中国各油区储量套改一般采用岩心分析资料刻度测井资料的思路来建立二次解释模型，即应用数理统计的方法，建立测井和岩心分析资料之间的关系，然后应用这些关系进行定量解释和计算机处理。着重讨论了应用岩心分析和测井资料建立二次解释模型中的主要技术问题，即单元和多元线性回归分析、测井曲线校正及资料标准化方法和深度归位。利用胜利油区陈家庄地区的80多口井岩心、试油和测井数据，计算了主要的储层参数，平均绝对误差均低于1．3％，解释吻合程度达到了89％。所建立的测井二次解释模型的解释精度可满足储量套改的要求。     

基于两层均匀媒质的GPEN SAR地下目标成像方法及其性能分析

地表穿透合成孔径雷达(Ground PENetration SAR,GPEN SAR)为了探测掩埋在地下的目标,通常工作在多层媒质的环境中。传统成像模型是建立在同一均匀媒质的假设上,不再适合于GPEN SAR的实际情况。本文首先建立了两层分区均匀媒质中的成像模型,然后利用后向投影(BP)算法定量分析了成像几何参数、土壤参数等对成像的影响,进而提出了一种修正的后向投影(MBP)算法。MBP算法不仅能够校正两层分区均匀媒质对成像定位的影响,还能估计目标的掩埋深度,提供目标三维位置坐标。仿真结果验证了MBP算法在不同信噪比环境下,对多目标的三维定位精度能满足实际的需要。